In Putty, you can set up SSH tunnels for specific ports. In TIdFTP, you can configure its data ports. You may have to set Putty to act as a SOCKS proxy (https://winscp.net/eng/docs/guide_tunnel#ftp_putty) and then configure TIdFTP to connect to the target server through that proxy.

Maybe for active-mode transfers, where TIdFTP is dictating the port for the server to connect to. If Putty has a corresponding tunnel for that port, then sure. But for passive-mode transfers, where the server decides the port, you probably need Putty to act as a proxy so it can control which port it asks TIdFTP to connect to.